Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47346.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45951.67 Kr¶

PnL: ---------------------------------------> -936.9 Kr¶

DD now: ---------------------------------> -2.639 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 12:05:13.242520'

Anic Portfolio¶

This Week¶

Return: -1.231 %¶

Total¶

Return: 54.924 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.210000 796.800000 123.800000 18.400000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.130000 3446.400000 69.400000 2.060000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.820000 388.800000 33.800000 9.520000 355.000000
Intrum 4 5.730000 560.600000 33.600000 6.380000 527.000000
AcadeMedia 12 -0.740000 581.280000 24.280000 4.360000 557.000004
Corem Property Group B 59 -3.150000 597.670000 20.670000 3.580000 576.999999
Resurs Holding 22 -1.460000 593.120000 19.120000 3.330000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Swedbank A 3 -0.910000 574.500000 10.500000 1.860000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Boozt 12 -0.430000 1660.800000 6.800000 0.410000 1653.999996
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Securitas B 6 -0.620000 575.160000 5.160000 0.910000 570.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.680000 246.000000 0.000000 0.000000 246.000000
CTEK 13 0.200000 530.140000 -3.860000 -0.720000 533.999999
Handelsbanken A 5 -1.340000 532.500000 -13.500000 -2.470000 546.000000
Nordea Bank Abp 29 -0.900000 3437.660000 -16.340000 -0.470000 3453.999992
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -3.580000 539.200000 -34.800000 -6.060000 574.000000
Beijer Electronics Group 26 -6.620000 2932.800000 -38.200000 -1.290000 2971.000006
International Petroleum Corp. 5 -1.180000 546.000000 -48.570000 -8.170000 594.565215
Essity A 4 -3.220000 1082.000000 -67.000000 -5.830000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 0.710000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 -3.020000 3468.400000 -287.600000 -7.660000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45928.320000 -960.250000 -2.6868% 46888.564618

Updated:¶

'2023-01-26 12:04:05.558276'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶